Class Gaussian

Models the Normal (or Gaussian) distribution.

Index

Constructors

Properties

mean standardDeviation variance

Methods

add cdf div fromPrecisionMean mul pdf ppf scale sub

Constructors

constructor

new Gaussian(mean: number, variance: number): Gaussian
Parameters
- mean: number
- variance: number
Returns Gaussian
- Defined in index.ts:56

Properties

mean

mean: number

`Readonly`standardDeviation

standardDeviation: number

variance

variance: number

Methods

add

add(d: Gaussian): Gaussian
Addition of this and d
Parameters
- d: Gaussian
Returns Gaussian
the result of adding this and the given distribution's means and variances
- Defined in index.ts:131

cdf

cdf(x: number): number
cumulative distribution function, which describes the probability of a random variable falling in the interval (−∞, x]
Parameters
- x: number
Returns number
- Defined in index.ts:81

div

div(d: number | Gaussian): Gaussian
Quotient distribution of this and d (scale for constant)
Parameters
- d: number | Gaussian
Returns Gaussian
the quotient distribution of this and the given distribution; equivalent to scale(1/d) when d is a constant
- Defined in index.ts:114

fromPrecisionMean

fromPrecisionMean(precision: number, precisionmean: number): Gaussian
Parameters
- precision: number
- precisionmean: number
Returns Gaussian
- Defined in index.ts:151

mul

mul(d: number | Gaussian): Gaussian
Product distribution of this and d (scale for constant)
Parameters
- d: number | Gaussian
Returns Gaussian
the product distribution of this and the given distribution; equivalent to scale(d) when d is a constant
- Defined in index.ts:97

pdf

pdf(x: number): number
probability density function, which describes the probability of a random variable taking on the value x
Parameters
- x: number
Returns number
- Defined in index.ts:71

ppf

ppf(x: number): number
percent point function, the inverse of cdf
Parameters
- x: number
Returns number
- Defined in index.ts:88

scale

scale(c: number): Gaussian
Scale this by constant c
Parameters
- c: number
Returns Gaussian
the result of scaling this distribution by the given constant
- Defined in index.ts:147

sub

sub(d: Gaussian): Gaussian
Subtraction of this and d
Parameters
- d: Gaussian
Returns Gaussian
the result of subtracting this and the given distribution's means and variances
- Defined in index.ts:139